+2,489.7%
HD vs HBM
+492.8%
+1,996.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | +1.8% |
| 7D | +3.6% | +5.0% | -1.4% | +3.0% |
| 30D | +21.6% | -12.7% | +34.3% | +23.2% |
| 3M | +0.1% | -17.4% | +17.6% | +1.9% |
| 6M | +13.0% | -8.9% | +21.9% | +12.7% |
| YTD | +4.9% | +14.9% | -10.0% | +1.0% |
| 1Y | -2.1% | +41.4% | -43.5% | -8.2% |
| 3Y | +32.6% | +462.1% | -429.5% | +2.6% |
| 5Y | +8.2% | +224.0% | -215.8% | -13.6% |
| 10Y | +257.9% | +320.9% | -63.0% | +145.6% |
| All | +2,489.7% | +492.8% | +1,996.8% | +1,276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling